-4.3%
HD vs PCAR
+3.7%
-8.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.7% |
| 7D | +4.3% | +0.1% | +4.3% | +4.4% |
| 30D | +20.2% | -4.6% | +24.8% | +22.8% |
| 3M | -1.0% | -22.6% | +21.6% | +10.2% |
| 6M | +7.9% | -12.0% | +19.9% | +13.5% |
| YTD | +2.0% | -6.1% | +8.1% | +5.1% |
| 1Y | -4.3% | +6.3% | -10.6% | -5.3% |
| All | -4.3% | +3.7% | -8.0% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PCAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling